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<a href="_tempered_markov_chain_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment"> * </span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> *</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> * \brief       -</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> *</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * \author      -</span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> * \date        -</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> *</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> *</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> * </span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * </span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * </span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * </span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> *</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> */</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="preprocessor">#ifndef SHARK_UNSUPERVISED_RBM_SAMPLING_TEMPEREDMARKOVCHAIN_H</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="preprocessor">#define SHARK_UNSUPERVISED_RBM_SAMPLING_TEMPEREDMARKOVCHAIN_H</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span> </div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="preprocessor">#include &lt;<a class="code" href="_dataset_8h.html">shark/Data/Dataset.h</a>&gt;</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span><span class="preprocessor">#include &lt;<a class="code" href="_random_8h.html">shark/Core/Random.h</a>&gt;</span></div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span><span class="preprocessor">#include &lt;<a class="code" href="_tags_8h.html">shark/Unsupervised/RBM/Tags.h</a>&gt;</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span><span class="preprocessor">#include &lt;vector&gt;</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#include &quot;Impl/SampleTypes.h&quot;</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a>{</div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span>    </div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span> </div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="comment">//\brief models a set of tempered Markov chains given a TransitionOperator.</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span><span class="comment">// e.g.  TemperedMarkovChain&lt;GibbsOperator&lt;RBM&gt; &gt; chain, leads to the set of chains</span></div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span><span class="comment">// used for parallel tempering. </span></div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span><span class="keyword">template</span>&lt;<span class="keyword">class</span> Operator&gt;</div>
<div class="foldopen" id="foldopen00045" data-start="{" data-end="};">
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html">   45</a></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_tempered_markov_chain.html">TemperedMarkovChain</a>{</div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="keyword">private</span>:</div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> Operator::HiddenSample HiddenSample;</div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> Operator::VisibleSample VisibleSample;</div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno">   50</span><span class="comment"></span> </div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span><span class="comment">    ///\brief The MarkovChain can&#39;t be used to compute several samples at once.</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment">    /// The tempered markov chain ues it&#39;s batch capabilities allready to compute the samples for all temperatures</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span><span class="comment">    /// At the same time. Also it is much more powerfull when all samples are drawn one after another for a higher mixing rate.</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a8063892e54bc3439a2a81a0af8ae016a">   55</a></span><span class="comment"></span>    <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> <a class="code hl_variable" href="classshark_1_1_tempered_markov_chain.html#a8063892e54bc3439a2a81a0af8ae016a" title="The MarkovChain can&#39;t be used to compute several samples at once.">computesBatch</a> = <span class="keyword">false</span>;</div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment"></span> </div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">    ///\brief The type of the RBM the operator is working with.</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ac3f138b5f03d858ed5c034bb0016db1c">   58</a></span><span class="comment"></span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> Operator::RBM <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#ac3f138b5f03d858ed5c034bb0016db1c" title="The type of the RBM the operator is working with.">RBM</a>;</div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno">   59</span>    <span class="comment"></span></div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span><span class="comment">    ///\brief A batch of samples containing hidden and visible samples as well as the energies.</span></div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885">   61</a></span><span class="comment"></span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> <a class="code hl_struct" href="structshark_1_1_batch.html" title="class which helps using different batch types">Batch&lt;detail::MarkovChainSample&lt;HiddenSample,VisibleSample&gt;</a> &gt;::type <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885" title="A batch of samples containing hidden and visible samples as well as the energies.">SampleBatch</a>;</div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span>    <span class="comment"></span></div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span><span class="comment">    ///\brief Mutable reference to an element of the batch.</span></div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85">   64</a></span><span class="comment"></span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> SampleBatch::reference <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a>;</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span>    <span class="comment"></span></div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span><span class="comment">    ///\brief Immutable reference to an element of the batch.</span></div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a1935b29858910d6209635b4cea577ba1">   67</a></span><span class="comment"></span>    <span class="keyword">typedef</span> <span class="keyword">typename</span> SampleBatch::const_reference <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#a1935b29858910d6209635b4cea577ba1" title="Immutable reference to an element of the batch.">const_reference</a>;</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span>    </div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span><span class="keyword">private</span>:</div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span>    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885" title="A batch of samples containing hidden and visible samples as well as the energies.">SampleBatch</a> m_temperedChains;</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno">   71</span>    RealVector m_betas;</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span>    Operator m_operator;</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>    </div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>    <span class="keywordtype">void</span> metropolisSwap(<a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a> low, <span class="keywordtype">double</span> betaLow, <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a> high, <span class="keywordtype">double</span> betaHigh){</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span>        RealVector <span class="keyword">const</span>&amp; baseRate = <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a26911979f0d57257974d9fc19e2ce5fd">transitionOperator</a>().rbm()-&gt;visibleNeurons().baseRate();</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span>        <span class="keywordtype">double</span> betaDiff = betaLow - betaHigh;</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span>        <span class="keywordtype">double</span> energyDiff = low.energy - high.energy; </div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span>        <span class="keywordtype">double</span> baseRateDiff = inner_prod(low.visible.state,baseRate) -  inner_prod(high.visible.state,baseRate); </div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span>        <span class="keywordtype">double</span> r = betaDiff * energyDiff + betaDiff*baseRateDiff;</div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span>        </div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span>        <span class="keywordtype">double</span> z = <a class="code hl_function" href="namespaceshark_1_1random.html#a18f302ea18f70835c59935973ba8ea84" title="Draws a number uniformly in [lower,upper] by drawing random numbers from rng.">random::uni</a>(m_operator.rbm()-&gt;rng(),0,1);</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span>        <span class="keywordflow">if</span>( r &gt;= 0 || (z &gt; 0 &amp;&amp; std::log(z) &lt; r) ){</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span>            <a class="code hl_function" href="namespaceshark.html#a3fffe112e8e09ea8f41e4fb7113e93ee" title="Swaps the contents of two instances of KeyValuePair.">swap</a>(high,low);</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno">   84</span>        }</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span>    }</div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span> </div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ae2697b357a9b0a540b10fc5437caf910">   88</a></span>    <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ae2697b357a9b0a540b10fc5437caf910">TemperedMarkovChain</a>(<a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#ac3f138b5f03d858ed5c034bb0016db1c" title="The type of the RBM the operator is working with.">RBM</a>* rbm):m_operator(rbm){}</div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span>    </div>
<div class="foldopen" id="foldopen00090" data-start="{" data-end="}">
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a26911979f0d57257974d9fc19e2ce5fd">   90</a></span>    <span class="keyword">const</span> Operator&amp; <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a26911979f0d57257974d9fc19e2ce5fd">transitionOperator</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span>        <span class="keywordflow">return</span> m_operator;</div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span>    }</div>
</div>
<div class="foldopen" id="foldopen00093" data-start="{" data-end="}">
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ae140fdb61b9b11611f0b811b569d89b5">   93</a></span>    Operator&amp; <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ae140fdb61b9b11611f0b811b569d89b5">transitionOperator</a>(){</div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span>        <span class="keywordflow">return</span> m_operator;</div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>    }</div>
</div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span>    </div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span><span class="comment"></span> </div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span><span class="comment">    /// \brief Sets the number of temperatures and initializes the tempered chains accordingly. </span></div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span><span class="comment">    /// @param temperatures number of temperatures  </span></div>
<div class="foldopen" id="foldopen00101" data-start="{" data-end="}">
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#aecba5353377bf74ef5f5171c943809dc">  101</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#aecba5353377bf74ef5f5171c943809dc" title="Sets the number of temperatures and initializes the tempered chains accordingly.">setNumberOfTemperatures</a>(std::size_t temperatures){</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>        std::size_t visibles=m_operator.rbm()-&gt;numberOfVN();</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>        std::size_t hiddens=m_operator.rbm()-&gt;numberOfHN();</div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>        m_temperedChains = <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885" title="A batch of samples containing hidden and visible samples as well as the energies.">SampleBatch</a>(temperatures,visibles,hiddens);</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span>        m_betas.resize(temperatures);</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span>    }</div>
</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span>    <span class="comment"></span></div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span><span class="comment">    /// \brief Sets the number of temperatures and initializes them in a uniform spacing</span></div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno">  109</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span><span class="comment">    /// Temperatures are spaced equally between 0 and 1.</span></div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span><span class="comment">    /// @param temperatures number of temperatures  </span></div>
<div class="foldopen" id="foldopen00112" data-start="{" data-end="}">
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ad30ceacbe721d4d53e1b34a9021b602c">  112</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ad30ceacbe721d4d53e1b34a9021b602c" title="Sets the number of temperatures and initializes them in a uniform spacing.">setUniformTemperatureSpacing</a>(std::size_t temperatures){</div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span>        <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#aecba5353377bf74ef5f5171c943809dc" title="Sets the number of temperatures and initializes the tempered chains accordingly.">setNumberOfTemperatures</a>(temperatures);</div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span>        <span class="keywordflow">for</span>(std::size_t i = 0; i != temperatures; ++i){</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span>            <span class="keywordtype">double</span> factor = temperatures - 1.0;</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span>            <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#af20c825470283873aa35ca48fb831069">setBeta</a>(i,1.0 - i/factor);</div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span>        }   </div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span>    }</div>
</div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span> </div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span><span class="comment"></span> </div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span><span class="comment">    /// \brief Returns the number Of temperatures.</span></div>
<div class="foldopen" id="foldopen00122" data-start="{" data-end="}">
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#aecd5dbebaff6502d13430266dda8cec6">  122</a></span><span class="comment"></span>    std::size_t <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#aecd5dbebaff6502d13430266dda8cec6" title="Returns the number Of temperatures.">numberOfTemperatures</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span>        <span class="keywordflow">return</span> m_betas.size();</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>    }</div>
</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>    </div>
<div class="foldopen" id="foldopen00126" data-start="{" data-end="}">
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a29b2f335f3f2b0359057568556844f4a">  126</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a29b2f335f3f2b0359057568556844f4a">setBatchSize</a>(std::size_t <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a98e24129ec94644d01b644006bcdae91">batchSize</a>){</div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(<a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a98e24129ec94644d01b644006bcdae91">batchSize</a> == 1, <span class="stringliteral">&quot;Markov chain can only compute batches of size 1.&quot;</span>);</div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>    }</div>
</div>
<div class="foldopen" id="foldopen00129" data-start="{" data-end="}">
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a98e24129ec94644d01b644006bcdae91">  129</a></span>    std::size_t <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a98e24129ec94644d01b644006bcdae91">batchSize</a>(){</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span>        <span class="keywordflow">return</span> 1;</div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span>    }</div>
</div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span>    </div>
<div class="foldopen" id="foldopen00133" data-start="{" data-end="}">
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#af20c825470283873aa35ca48fb831069">  133</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#af20c825470283873aa35ca48fb831069">setBeta</a>(std::size_t i, <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#adc27aa66e4f7ade66c78359d67444f89">beta</a>){</div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span>        <a class="code hl_define" href="_exception_8h.html#a42a6a50e4d06c00d60fbca5333f40768">SIZE_CHECK</a>(i &lt; m_betas.size());</div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span>        m_betas(i) = <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#adc27aa66e4f7ade66c78359d67444f89">beta</a>;</div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span>    }</div>
</div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno">  137</span>    </div>
<div class="foldopen" id="foldopen00138" data-start="{" data-end="}">
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#affbe3936aa5f1429657be37e260abce7">  138</a></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#affbe3936aa5f1429657be37e260abce7">beta</a>(std::size_t i)<span class="keyword">const</span>{</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>        <a class="code hl_define" href="_exception_8h.html#a42a6a50e4d06c00d60fbca5333f40768">SIZE_CHECK</a>(i &lt; m_betas.size());</div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span>        <span class="keywordflow">return</span> m_betas(i);</div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span>    }</div>
</div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span>    </div>
<div class="foldopen" id="foldopen00143" data-start="{" data-end="}">
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#adc27aa66e4f7ade66c78359d67444f89">  143</a></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#adc27aa66e4f7ade66c78359d67444f89">beta</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span>        <span class="keywordflow">return</span> m_betas;</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span>    }</div>
</div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span>    <span class="comment"></span></div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno">  147</span><span class="comment">    ///\brief Returns the current state of the chain for beta = 1.</span></div>
<div class="foldopen" id="foldopen00148" data-start="{" data-end="}">
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ae9c9fbdf0f08ef6a805be89c0d891fbd">  148</a></span><span class="comment"></span>    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#a1935b29858910d6209635b4cea577ba1" title="Immutable reference to an element of the batch.">const_reference</a> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ae9c9fbdf0f08ef6a805be89c0d891fbd" title="Returns the current state of the chain for beta = 1.">sample</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span>        <span class="keywordflow">return</span> <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#a1935b29858910d6209635b4cea577ba1" title="Immutable reference to an element of the batch.">const_reference</a>(m_temperedChains,0);</div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span>    }<span class="comment"></span></div>
</div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno">  151</span><span class="comment">    ///\brief Returns the current state of the chain for all beta values.</span></div>
<div class="foldopen" id="foldopen00152" data-start="{" data-end="}">
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a38ea16dcdd1a7f8182ff95fba7b34554">  152</a></span><span class="comment"></span>    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885" title="A batch of samples containing hidden and visible samples as well as the energies.">SampleBatch</a> <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a38ea16dcdd1a7f8182ff95fba7b34554" title="Returns the current state of the chain for all beta values.">samples</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>        <span class="keywordflow">return</span> m_temperedChains;</div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>    }</div>
</div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span>    <span class="comment"></span></div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span><span class="comment">    /// \brief Returns the current batch of samples of the Markov chain. </span></div>
<div class="foldopen" id="foldopen00157" data-start="{" data-end="}">
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ae2911be27beec8750ea90a636c6fe942">  157</a></span><span class="comment"></span>    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af3c35158845cdeba9085921999345885" title="A batch of samples containing hidden and visible samples as well as the energies.">SampleBatch</a>&amp; <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ae2911be27beec8750ea90a636c6fe942" title="Returns the current batch of samples of the Markov chain.">samples</a>(){</div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>        <span class="keywordflow">return</span> m_temperedChains;</div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>    }</div>
</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span><span class="comment"></span> </div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span><span class="comment">    ///\brief Initializes the markov chain using samples drawn uniformly from the set.</span></div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span><span class="comment">    /// Be aware that the number of chains and the temperatures need to bee specified previously.</span></div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span><span class="comment">    /// @param dataSet the data set</span></div>
<div class="foldopen" id="foldopen00165" data-start="{" data-end="}">
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#a09bdfb62397058b4f8ef2cff44e55654">  165</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a09bdfb62397058b4f8ef2cff44e55654" title="Initializes the markov chain using samples drawn uniformly from the set.">initializeChain</a>(<a class="code hl_class" href="classshark_1_1_data.html" title="Data container.">Data&lt;RealVector&gt;</a> <span class="keyword">const</span>&amp; dataSet){</div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(m_temperedChains.size() != 0,<span class="stringliteral">&quot;You did not initialize the number of temperatures bevor initializing the chain!&quot;</span>);</div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span>        std::size_t visibles = m_operator.rbm()-&gt;numberOfVN();</div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>        RealMatrix sampleData(m_temperedChains.size(),visibles);</div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>        </div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>        <span class="keywordflow">for</span>(std::size_t i = 0; i != m_temperedChains.size(); ++i){</div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span>            noalias(row(sampleData,i)) = dataSet.<a class="code hl_function" href="group__shark__globals.html#ga0ea72a74a21d5ff59772516b83c4a58b">element</a>(<a class="code hl_function" href="namespaceshark_1_1random.html#aa64d4174eaf7111b03e0504eaa56b666" title="Draws a discrete number in {low,low+1,...,high} by drawing random numbers from rng.">random::discrete</a>(m_operator.rbm()-&gt;rng(),std::size_t(0),dataSet.<a class="code hl_function" href="group__shark__globals.html#ga814e8b0028cc90dd2af69805e8f8a04d" title="Returns the total number of elements.">numberOfElements</a>()-1));</div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span>        }</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>        <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#a09bdfb62397058b4f8ef2cff44e55654" title="Initializes the markov chain using samples drawn uniformly from the set.">initializeChain</a>(sampleData);</div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span>    }</div>
</div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>    <span class="comment"></span></div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span><span class="comment">    /// \brief Initializes with data points from a batch of points</span></div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno">  177</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span><span class="comment">    /// Be aware that the number of chains and the temperatures need to bee specified previously.</span></div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span><span class="comment">    /// @param sampleData the data set</span></div>
<div class="foldopen" id="foldopen00180" data-start="{" data-end="}">
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#ae06b0d3939662fb60f496f866aa1aa9b">  180</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#ae06b0d3939662fb60f496f866aa1aa9b" title="Initializes with data points from a batch of points.">initializeChain</a>(RealMatrix <span class="keyword">const</span>&amp; sampleData){</div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno">  181</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(m_temperedChains.size() != 0,<span class="stringliteral">&quot;You did not initialize the number of temperatures bevor initializing the chain!&quot;</span>);</div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span> </div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno">  183</span>        m_operator.createSample(m_temperedChains.hidden,m_temperedChains.visible,sampleData,m_betas);</div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span>        </div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno">  185</span>        m_temperedChains.energy = m_operator.calculateEnergy(</div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno">  186</span>            m_temperedChains.hidden,</div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno">  187</span>            m_temperedChains.visible </div>
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno">  188</span>        );</div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno">  189</span>    }</div>
</div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno">  190</span>    <span class="comment">//updates the chain using the current sample</span></div>
<div class="foldopen" id="foldopen00191" data-start="{" data-end="}">
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"><a class="line" href="classshark_1_1_tempered_markov_chain.html#af553df4a635f56eac428e064df65ccea">  191</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_tempered_markov_chain.html#af553df4a635f56eac428e064df65ccea">step</a>(<span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> k){</div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno">  192</span>        <span class="keywordflow">for</span>(std::size_t i = 0; i != k; ++i){</div>
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno">  193</span>            <span class="comment">//do one step of the tempered the Markov chains at the same time</span></div>
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno">  194</span>            m_operator.stepVH(m_temperedChains.hidden, m_temperedChains.visible,1,m_betas);</div>
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno">  195</span>            </div>
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno">  196</span>            <span class="comment">//calculate energy for samples at all temperatures</span></div>
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno">  197</span>            m_temperedChains.energy = m_operator.calculateEnergy(</div>
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno">  198</span>                m_temperedChains.hidden,</div>
<div class="line"><a id="l00199" name="l00199"></a><span class="lineno">  199</span>                m_temperedChains.visible </div>
<div class="line"><a id="l00200" name="l00200"></a><span class="lineno">  200</span>            );</div>
<div class="line"><a id="l00201" name="l00201"></a><span class="lineno">  201</span> </div>
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno">  202</span>            <span class="comment">//EVEN phase</span></div>
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno">  203</span>            std::size_t elems = m_temperedChains.size();</div>
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno">  204</span>            <span class="keywordflow">for</span>(std::size_t i = 0; i &lt; elems-1; i+=2){</div>
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno">  205</span>                metropolisSwap(</div>
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno">  206</span>                    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a>(m_temperedChains,i),m_betas(i),</div>
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno">  207</span>                    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a>(m_temperedChains,i+1),m_betas(i+1)</div>
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno">  208</span>                );</div>
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno">  209</span>            }</div>
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno">  210</span>            <span class="comment">//ODD phase</span></div>
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno">  211</span>            <span class="keywordflow">for</span>(std::size_t i = 1; i &lt; elems-1; i+=2){</div>
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno">  212</span>                metropolisSwap(</div>
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno">  213</span>                    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a>(m_temperedChains,i),m_betas(i),</div>
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno">  214</span>                    <a class="code hl_typedef" href="classshark_1_1_tempered_markov_chain.html#af1d86eb103bbb09c1f58684757baae85" title="Mutable reference to an element of the batch.">reference</a>(m_temperedChains,i+1),m_betas(i+1)</div>
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno">  215</span>                );</div>
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno">  216</span>            }</div>
<div class="line"><a id="l00217" name="l00217"></a><span class="lineno">  217</span>            m_operator.rbm()-&gt;hiddenNeurons().sufficientStatistics(</div>
<div class="line"><a id="l00218" name="l00218"></a><span class="lineno">  218</span>                m_temperedChains.hidden.input,m_temperedChains.hidden.statistics, m_betas</div>
<div class="line"><a id="l00219" name="l00219"></a><span class="lineno">  219</span>            );</div>
<div class="line"><a id="l00220" name="l00220"></a><span class="lineno">  220</span>        }</div>
<div class="line"><a id="l00221" name="l00221"></a><span class="lineno">  221</span>    }</div>
</div>
<div class="line"><a id="l00222" name="l00222"></a><span class="lineno">  222</span>};</div>
</div>
<div class="line"><a id="l00223" name="l00223"></a><span class="lineno">  223</span>    </div>
<div class="line"><a id="l00224" name="l00224"></a><span class="lineno">  224</span>}</div>
<div class="line"><a id="l00225" name="l00225"></a><span class="lineno">  225</span><span class="preprocessor">#endif</span></div>
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